As AhmedF said, it needs to go before </head>
You will need to have it on every page, and as such may be better putting it into an external file & linking to it:
Copy the code ( without <style> & </style> into a new file, call it something like styles.css
Then in the <head> section of your pages, add this code:
<link rel="stylesheet" type="text/css" href="styles.css">
This means you can change the one .css file & change every page, rather cool 
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